-34.4%
MOS vs BUD
+51.6%
-86.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -2.0% | +1.0% | -3.0% | -2.3% |
| 30D | +15.3% | +6.7% | +8.6% | +12.9% |
| 3M | +1.5% | +5.7% | -4.2% | -0.5% |
| 6M | -2.0% | +5.8% | -7.8% | -4.1% |
| YTD | -6.5% | +34.4% | -40.9% | -15.8% |
| 1Y | -11.1% | +33.3% | -44.3% | -19.7% |
| 3Y | -30.3% | +48.8% | -79.1% | -39.9% |
| All | -34.4% | +51.6% | -86.0% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling